+65.9%
EW vs ALLY
+65.3%
+0.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +23.9% | +5.2% | +18.7% | +23.3% |
| 3M | +15.8% | -13.3% | +29.1% | +17.5% |
| 6M | +31.7% | -6.7% | +38.3% | +32.5% |
| YTD | +25.7% | -12.8% | +38.5% | +27.1% |
| 1Y | +24.4% | +0.7% | +23.7% | +24.2% |
| 3Y | +65.9% | +65.2% | +0.7% | +50.6% |
| All | +65.9% | +65.3% | +0.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling